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"An exponentially weighted quantile regression via SVM with application to ..."

Qifa Xu, Cuixia Jiang, Yaoyao He (2016)

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DOI: 10.1007/S10260-015-0332-9

access: closed

type: Journal Article

metadata version: 2022-06-23

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Qifa Xu, Cuixia Jiang, Yaoyao He:
An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR. Stat. Methods Appl. 25(2): 285-320 (2016)

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